Anic Equity¶

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Total return since start: 0.555 %¶

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Equity now: -----------------------------> 47502.73 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46104.71 Kr¶

PnL: ---------------------------------------> -783.86 Kr¶

DD now: ---------------------------------> -2.318 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 10:04:54.032364'

Anic Portfolio¶

This Week¶

Return: -0.054 %¶

Total¶

Return: 55.508 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -1.110000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 -2.490000 2740.500000 104.500000 3.960000 2636.000010
HMS Networks 2 -1.900000 765.200000 92.200000 13.700000 673.000000
Nordea Bank Abp 29 0.400000 3528.720000 74.720000 2.160000 3453.999992
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -4.360000 390.600000 35.600000 10.030000 355.000000
Resurs Holding 22 -1.050000 603.680000 29.680000 5.170000 573.999998
Swedbank A 3 0.080000 589.800000 25.800000 4.570000 564.000000
AcadeMedia 12 0.210000 580.560000 23.560000 4.230000 557.000004
SAAB B 8 -0.630000 3398.400000 21.400000 0.630000 3377.000000
OEM International B 7 -0.130000 546.700000 18.700000 3.540000 527.999997
Eastnine 4 0.470000 508.000000 17.000000 3.460000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Intrum 4 -1.280000 541.000000 14.000000 2.660000 527.000000
Securitas B 6 -1.390000 579.840000 9.840000 1.730000 570.000000
Corem Property Group B 59 -4.660000 584.980000 7.980000 1.380000 576.999999
Karnov Group 9 -0.660000 541.800000 5.800000 1.080000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -2.990000 249.360000 3.360000 1.370000 246.000000
Norva24 Group 16 -2.510000 545.920000 2.920000 0.540000 543.000000
Creaspac SPAC 6 -0.720000 577.200000 0.200000 0.030000 577.000002
Coor Service Management Hold. 8 -1.630000 532.000000 0.000000 0.000000 532.000000
Handelsbanken A 5 -0.050000 540.000000 -6.000000 -1.100000 546.000000
Midsona B 63 0.000000 567.630000 -15.370000 -2.640000 582.999984
Boozt 12 -1.940000 1638.000000 -16.000000 -0.970000 1653.999996
International Petroleum Corp. 5 -1.740000 564.000000 -30.570000 -5.140000 594.565215
CTEK 13 -1.530000 501.800000 -32.200000 -6.030000 533.999999
Essity B 2 0.940000 539.400000 -34.600000 -6.030000 574.000000
Vivesto 1368 2.420000 567.450000 -45.550000 -7.430000 612.999432
Sampo Oyj SDB 7 0.370000 3794.000000 -56.000000 -1.450000 3850.000000
Essity A 4 0.930000 1084.000000 -65.000000 -5.660000 1149.000000
Fasadgruppen Group 35 0.570000 3710.000000 -101.000000 -2.650000 3810.999990
Beijer Electronics Group 26 2.990000 2865.200000 -105.800000 -3.560000 2971.000006
OX2 18 1.000000 1459.800000 -204.200000 -12.270000 1663.999992
Axfood 13 1.460000 3517.800000 -238.200000 -6.340000 3756.000001
Ovzon 52 0.750000 2802.800000 -559.200000 -16.630000 3361.999992
TOTAL 46103.590000 -784.980000 -2.32014% 46888.564618

Updated:¶

'2023-01-30 10:04:13.012533'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶